Description Usage Arguments Details Value Author(s)
Optimisation of expected utility, either directly over the results of
a grid evaluation performed by eval.on.grid
or by optimisation
of the regression function constructed by fit.gpr
or
fit.loess
. This is a generic function for an S3 object.
1 2 | optimise.eu(model, start, method = "L-BFGS-B",
lower = -Inf, upper = Inf, control = list())
|
model |
A simulation model object returned by |
start |
The start value when performing the search for a maximum. Passed on
to |
method |
The optimisation method to be used. Must be one of
|
lower |
A numeric, atomic vector giving the lower limits for the decision variables when performing the maximisation. |
upper |
A numeric, atomic vector giving the upper limits for the decision variables when performing the maximisation. |
control |
A list of control parameters passed on to |
The optimisation strategy depends on the value of method
. All
arguments except model
are ignored if the method "Grid"
is used. If "L-BFGS-B"
is used, then the arguments lower
and
upper
are passed on as specified to optim
as the lower and upper
limits for the optimisation of the decision variables. If any other value
is provided for method
, then optim
will be used to
maximise a function defined to be equal to the objective function when
the decision variable argument x
satisfies x >= lower
,
x <= upper
and equal to -Inf
otherwise. The actual lower
and upper limits passed to optim
in this last case are
-Inf
and Inf
, respectively.
A list with components
opt.arg |
A named vector containing the optimal values for the decision variables. |
opt.eu |
An estimate of the optimal expected utility. |
Sebastian Jobj<f6>rnsson jobjorns@chalmers.se
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